+179.2%
TECK vs LEN
-13.7%
+192.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -3.5% | -2.8% | -5.3% |
| 7D | -4.2% | -7.8% | +3.5% | -1.9% |
| 30D | -0.4% | -11.0% | +10.7% | +3.1% |
| 3M | +10.1% | -12.8% | +22.9% | +14.2% |
| 6M | +26.0% | -20.2% | +46.2% | +33.9% |
| YTD | +38.0% | -23.0% | +61.1% | +47.7% |
| 1Y | +63.8% | -41.8% | +105.6% | +88.8% |
| 3Y | +68.5% | -28.8% | +97.3% | +79.5% |
| 5Y | +179.2% | -12.6% | +191.8% | +173.4% |
| All | +179.2% | -13.7% | +192.8% | +173.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling